不兼容维数误差vglm函数在VGAM中的应用

Question

TL；博士

我正在使用R中的VGAM包运行Tobit回归--这是一个玩具数据集，它一直给我一个我无法诊断的错误：

library(data.table)
library(VGAM)

> sessionInfo()$otherPkgs
$VGAM
Package: VGAM
Version: 0.9-7
Date: 2015-03-06
... <ommitted> ...

reg_data <- structure(list(S = c(1.83271488441825, 0.75411550370994, 0.904938604451928, 
                                 0.75411550370994, 0.75411550370994), H = c(0.6429, 0.7788, 
                                                                            0.6292, 0.8892, 0.2035), W= c(1.52497, 1.1391, 1.59722, 
                                                                                                          1.8406, 1.01865)), .Names = c("S", "H", "W"), class = c("data.table", 
                                                                                                                                                                  "data.frame"), row.names = c(NA, -5L))

minS <- 0.75411550370994
maxS <- 1.83271488441825

m <- vglm(S ~ H, tobit(Upper = maxS, Lower = minS), weights = W, data = reg_data)
Error in lm.wfit(x = cbind(x[!use.i11, ]), y = y[!use.i11, ii], w = w[!use.i11,  : 
  incompatible dimensions

试图诊断

有追溯力：

> traceback()
6: stop("incompatible dimensions")
5: lm.wfit(x = cbind(x[!use.i11, ]), y = y[!use.i11, ii], w = w[!use.i11, 
       ii])
4: eval(expr, envir, enclos)
3: eval(slot(family, "initialize"))
2: vglm.fitter(x = x, y = y, w = w, offset = offset, Xm2 = Xm2, 
       Ym2 = Ym2, etastart = etastart, mustart = mustart, coefstart = coefstart, 
       family = family, control = control, constraints = constraints, 
       criterion = control$criterion, extra = extra, qr.arg = qr.arg, 
       Terms = mt, function.name = function.name, ...)
1: vglm(y ~ x, tobit(Upper = maxy, Lower = miny), weights = w, data = X)

我查看了lm.wfit的源代码并找到了错误的来源：

function (x, y, w, offset = NULL, method = "qr", tol = 1e-07, 
    singular.ok = TRUE, ...) 
{
  <ommitted...>
    if (NROW(y) != n | length(w) != n) 
        stop("incompatible dimensions")
  <ommitted...>
  }

我在vglm的源代码中找到了以下内容

    vglm.fitter <- get(method)
    fit <- vglm.fitter(x = x, y = y, w = w, offset = offset, 
        Xm2 = Xm2, Ym2 = Ym2, etastart = etastart, mustart = mustart, 
        coefstart = coefstart, family = family, control = control, 
        constraints = constraints, criterion = control$criterion, 
        extra = extra, qr.arg = qr.arg, Terms = mt, function.name = function.name, 
        ...)

方法默认为vglm.fit的地方。

我仍然无法确定排除标准use.i11是在哪里创建的，它正在做什么，以及为什么它导致了权重、回归者和回归者之间的冲突维度。

我观察到，将minS和maxS舍入十位或更少的位置会导致成功运行，但这是因为maxS增加了，所以第一次观察不再被右审查，minS增加了，因此第二、第四和第五次观察不再被左截审查。两者都改变了观测的最大似然函数的处理，所以我怀疑我会用错误的结果来污染回归。

有人能帮助诊断为什么会发生这种错误吗？

Answer 1

我从软件包的开发人员那里得到消息说，这确实是一个错误，并且已经修复在预发布的包here中，它可能会在下一次迭代中升级到CRAN，或者当他的书发布时。